This article may help:
https://www.winhelponline.com/blog/restore-new-folder-entry-shellnew-windows-7/
Yes, it says "Windows 7" but the settings are still applicable to Windows 11.
Or this:
https://www.elevenforum.com/t/add-or-remove-new-context-menu-in-windows-11.6752/
Or you can do a repair via Windows Update (it will keep your apps and data):
https://www.elevenforum.com/t/repair-install-windows-11-with-an-in-place-upgrade.418/